Coming back from Middlesbrough a few weeks ago, my bike ended up locked in the guard van, without a soul in sight on the platform, and the train nearly departed! I had to stand with my arm in the door and wave frantically for someone to come help. The driver stuck his head out of the door and called me a f**king nuisance and that he was now late. I informed him I had told several guards at Darlington, who should have radioed ahead to warn Doncaster. He shut his face.
Moral of the story: Make sure you book the bike on when you reserve the tickets, make sure to tell everyone in a 5 mile radius where you're going and that you have a bike, and try and get to the end of the train before you get to the station. I did these and it still went awry, so maybe cross your fingers too?
I locked my bike into the racks inside the van, can't be too careful! That said, the doors are locked and the only people with the key are the guards.....so it SHOULD be safe. I still found myself scouring the platforms from my window at every stop to make sure nobody had swiped it.